Self-similar processes with independent increments associated with Lévy and Bessel processes

Stochastic Processes and their Applications

Volumn 100, Issue 1-2, 2002, Pages 223-231

  Jeanblanc, M ^a   Pitman, J ^b   Yor, M ^c  

^a UNIVERSITÉ D EVRY VAL D ESSONNE   (France)

^b UNIVERSITY OF CALIFORNIA   (United States)

^c SORBONNE UNIVERSITÉ   (France)

Author keywords

Background driving L vy process; Bessel process; First and last passage times; Generalized Ornstein Uhlenbeck process; Independent increments; Self decomposable distribution; Self similar additive process

Indexed keywords

EID: 0036065413     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4149(02)00098-4     Document Type: Article

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